Hey JK,
have you seen the Particle Azure integration? (not 100% sure from your first post, sorry for asking).
That integration is one way, as stated here:
What the document you linked explains is for a simulated device. I read it, but could not make the link to Particle, so apologies for that. I could not find the MQTT or AMQP references either. Perhaps it's in another doc or I read it too quick.
The method I describe is one way of doing things with Azure. I'm pretty sure there are other viable ways that I never contemplated.
Azure functions support JS and node.js I believe, so having some code running in one such function, that is using the ParticleJS lib, would be one way to go.
Another way to go is to code a plain Azure cloud function is JS, or C# if you were more familiar, that will send an https request to the particle cloud.
Better, not better?
Thanks,
Gustavo.